Predictive Control of Investment Portfolio on the Financial Market with Hidden Regime Switching and MS VAR Model of Returns

被引：0
|
作者：
T. Yu. Pashinskaya
V. V. Dombrovskii
机构：
[1] Tomsk State University,
来源：
Automation and Remote Control | 2021年 / 82卷
关键词：
investment portfolio; predictive control; Markov switching vector autoregression; hidden Markov chain;
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页码：841 / 852
页数：11
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